Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 9.82% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 16,731 | 16,731 | 6,658 CHF | 6,969 CHF | 99.34% | 99.34% |
12/07/2024 | 6.03% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 25,628 | 25,628 | 13,350 CHF | 14,006 CHF | 99.99% | 99.99% |
11/07/2024 | 6.90% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 28,076 | 28,076 | 11,368 CHF | 11,998 CHF | 99.64% | 99.64% |
10/07/2024 | 6.91% | 0.34 CHF | 0.35 CHF | 60,000 | 60,000 | 30,594 | 30,594 | 10,300 CHF | 10,905 CHF | 99.95% | 99.95% |
09/07/2024 | 7.21% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 30,607 | 30,607 | 10,276 CHF | 10,904 CHF | 99.63% | 99.63% |
08/07/2024 | 7.11% | 0.33 CHF | 0.34 CHF | 60,000 | 60,000 | 30,592 | 30,592 | 10,644 CHF | 11,288 CHF | 99.99% | 99.99% |
05/07/2024 | 6.73% | 0.34 CHF | 0.35 CHF | 60,000 | 60,000 | 30,732 | 30,732 | 10,409 CHF | 11,003 CHF | 99.41% | 99.41% |
04/07/2024 | 17.10% | 0.34 CHF | 0.36 CHF | 30,000 | 30,000 | 10,338 | 10,338 | 3,434 CHF | 3,769 CHF | 98.94% | 98.94% |
03/07/2024 | 7.68% | 0.32 CHF | 0.33 CHF | 70,000 | 70,000 | 31,542 | 31,542 | 9,084 CHF | 9,628 CHF | 98.44% | 98.44% |
02/07/2024 | 7.57% | 0.25 CHF | 0.26 CHF | 70,000 | 70,000 | 32,752 | 32,752 | 8,111 CHF | 8,636 CHF | 99.99% | 99.99% |